Local time penalizations with various clocks for one-dimensional diffusions (Q2414892)
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scientific article
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| English | Local time penalizations with various clocks for one-dimensional diffusions |
scientific article |
Statements
Local time penalizations with various clocks for one-dimensional diffusions (English)
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17 May 2019
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penalization
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one-dimensional diffusion
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local time
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excursion measure
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0.9368676
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0.8998821
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0.89811623
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0.8763231
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0.87178135
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0.8713723
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0.8693886
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